Preheat the oven to 400°F/204°C. Line a baking sheet with parchment paper. Set aside.
Make blueberry scones. In a large bowl, whisk together flour, baking powder, and sugar. Add the butter to the flour mixture and combine them using a pastry blender, food processor or your fingertips until the mixture comes together in fine crumbs.
Whisk together egg, heavy cream, and vanilla extract, then gradually add it to the flour mixture. If the dough is too dry, add more milk, one tablespoon at a time as needed. Do not overmix. Gently fold in blueberries until coated with flour.
Transfer dough to a floured surface with floured hands, work dough into a ball. If it’s too sticky, add a bit more flour. Press dough into an 8-inch circle, about 1-inch thick. Use a sharp knife to cut into 6-8 wedges.
Place scones on prepared baking sheet and brush tops with a bit of heavy cream. Bake for 20-22 minutes or until golden around the edges. Remove from oven then transfer scones to a wire rack and leave to cool before adding vanilla glaze.
Make vanilla glaze. In a small bowl, whisk together powdered sugar, vanilla extract and milk until incorporated. Once scones are completely cool, drizzle over the top.
Leftovers can be kept up to 5 days in the fridge or frozen for up to 2 months. Serve scones warm or at room temperature.